QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <spherecylinder.hpp>
Public Member Functions | |
SphereCylinderOptimizer (Real r, Real s, Real alpha, Real z1, Real z2, Real z3, Real zweight=1.0) | |
bool | isIntersectionNonEmpty () const |
void | findClosest (Size maxIterations, Real tolerance, Real &y1, Real &y2, Real &y3) const |
bool | findByProjection (Real &y1, Real &y2, Real &y3) const |
Private Member Functions | |
Real | objectiveFunction (Real x2) const |
Private Attributes | |
Real | r_ |
Real | s_ |
Real | alpha_ |
Real | z1_ |
Real | z2_ |
Real | z3_ |
Real | topValue_ |
Real | bottomValue_ |
bool | nonEmpty_ |
Real | zweight_ |
the intersection may be empty!
Definition at line 40 of file spherecylinder.hpp.
SphereCylinderOptimizer | ( | Real | r, |
Real | s, | ||
Real | alpha, | ||
Real | z1, | ||
Real | z2, | ||
Real | z3, | ||
Real | zweight = 1.0 |
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) |
Definition at line 75 of file spherecylinder.cpp.
bool isIntersectionNonEmpty | ( | ) | const |
Definition at line 114 of file spherecylinder.cpp.
Definition at line 147 of file spherecylinder.cpp.
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private |
Definition at line 60 of file spherecylinder.hpp.
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private |
Definition at line 60 of file spherecylinder.hpp.
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private |
Definition at line 60 of file spherecylinder.hpp.
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private |
Definition at line 60 of file spherecylinder.hpp.
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private |
Definition at line 60 of file spherecylinder.hpp.
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private |
Definition at line 60 of file spherecylinder.hpp.
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private |
Definition at line 62 of file spherecylinder.hpp.
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private |
Definition at line 63 of file spherecylinder.hpp.
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private |
Definition at line 64 of file spherecylinder.hpp.
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private |
Definition at line 65 of file spherecylinder.hpp.